Files in R-Finance/PerformanceAnalytics
Econometric tools for performance and risk analysis.
.Rbuildignore
ChangeLog
ChangeLog.1.0.0
DESCRIPTION
NAMESPACE
NEWS
R/ActivePremium.R
R/AdjustedSharpeRatio.R
R/AppraisalRatio.R
R/BernadoLedoitratio.R
R/BurkeRatio.R
R/CAPM.alpha.R
R/CAPM.beta.R
R/CAPM.dynamic.R
R/CAPM.epsilon.R
R/CAPM.jensenAlpha.R
R/CAPM.utils.R
R/CalmarRatio.R
R/CoMoments.R
R/DRatio.R
R/DownsideDeviation.R
R/DownsideFrequency.R
R/DrawdownPeak.R
R/Drawdowns.R
R/ES.R
R/FamaBeta.R
R/Frequency.R
R/HerfindahlIndex.R
R/HurstIndex.R
R/InformationRatio.R
R/Kappa.R
R/KellyRatio.R
R/M2Sortino.R
R/MSquared.R
R/MSquaredExcess.R
R/MarketTiming.R
R/MartinRatio.R
R/MeanAbsoluteDeviation.R
R/Modigliani.R
R/MultivariateMoments.R
R/NetSelectivity.R
R/Omega.R
R/OmegaExcessReturn.R
R/OmegaSharpeRatio.R
R/PainIndex.R
R/PainRatio.R
R/PortfolioRisk.R
R/ProspectRatio.R
R/Return.Geltner.R
R/Return.annualized.R
R/Return.annualized.excess.R
R/Return.calculate.R
R/Return.clean.R
R/Return.cumulative.R
R/Return.excess.R
R/Return.portfolio.R
R/Return.read.R
R/Return.relative.R
R/Selectivity.R
R/SemiDeviation.R
R/SharpeRatio.R
R/SharpeRatio.annualized.R
R/SkewnessKurtosisRatio.R
R/SmoothingIndex.R
R/SortinoRatio.R
R/SpecificRisk.R
R/StdDev.R
R/StdDev.annualized.R
R/SystematicRisk.R
R/TotalRisk.R
R/TrackingError.R
R/TreynorRatio.R
R/UlcerIndex.R
R/UpDownRatios.R
R/UpsideFrequency.R
R/UpsidePotentialRatio.R
R/UpsideRisk.R
R/VaR.Marginal.R
R/VaR.R
R/VolatilitySkewness.R
R/apply.fromstart.R
R/apply.rolling.R
R/chart.ACF.R
R/chart.ACFplus.R
R/chart.Bar.R
R/chart.BarVaR.R
R/chart.Boxplot.R
R/chart.CaptureRatios.R
R/chart.Correlation.R
R/chart.CumReturns.R
R/chart.Drawdown.R
R/chart.ECDF.R
R/chart.Events.R
R/chart.Histogram.R
R/chart.QQPlot.R
R/chart.Regression.R
R/chart.RelativePerformance.R
R/chart.RiskReturnScatter.R
R/chart.RollingCorrelation.R
R/chart.RollingMean.R
R/chart.RollingPerformance.R
R/chart.RollingQuantileRegression.R
R/chart.RollingRegression.R
R/chart.Scatter.R
R/chart.SnailTrail.R
R/chart.StackedBar.R
R/chart.TimeSeries.R
R/chart.VaRSensitivity.R
R/charts.Bar.R
R/charts.BarVaR.R
R/charts.PerformanceSummary.R
R/charts.RollingPerformance.R
R/charts.RollingRegression.R
R/charts.TimeSeries.R
R/checkData.R
R/decomposeMVaR.R
R/expectedShortFallFunctions.r
R/findDrawdowns.R
R/kurtosis.R
R/legend.R
R/lpm.R
R/maxDrawdown.R
R/mean.utils.R
R/na.skip.R
R/rCornishFisher.r
R/replaceTabs.R
R/skewness.R
R/sortDrawdowns.R
R/table.AnnualizedReturns.R
R/table.Arbitrary.R
R/table.Autocorrelation.R
R/table.CAPM.R
R/table.CalendarReturns.R
R/table.CaptureRatios.R
R/table.Correlation.R
R/table.Distributions.R
R/table.DownsideRisk.R
R/table.DownsideRiskRatio.R
R/table.Drawdowns.R
R/table.DrawdownsRatio.R
R/table.HigherMoments.R
R/table.InformationRatio.R
R/table.MonthlyReturns.R
R/table.RollingPeriods.R
R/table.SpecificRisk.R
R/table.UpDownRatios.R
R/table.Variability.R
R/textplot.R
R/valueAtRiskFunctions.r
R/zerofill.R
R/zzz.R
codeblock.txt
data/edhec.csv
data/edhec.rda
data/managers.csv
data/managers.rda
data/portfolio_bacon.csv
data/portfolio_bacon.rda
data/prices.rda
data/weights.rda
generatechangelog.sh
man/ActivePremium.Rd
man/AdjustedSharpeRatio.Rd
man/AppraisalRatio.Rd
man/AverageDrawdown.Rd
man/BernardoLedoitRatio.Rd
man/BetaCoMoments.Rd
man/BurkeRatio.Rd
man/CAPM.RiskPremium.Rd
man/CAPM.alpha.Rd
man/CAPM.beta.Rd
man/CAPM.dynamic.Rd
man/CAPM.epsilon.Rd
man/CAPM.jensenAlpha.Rd
man/CDD.Rd
man/CalmarRatio.Rd
man/CoMoments.Rd
man/DRatio.Rd
man/DownsideDeviation.Rd
man/DownsideFrequency.Rd
man/DrawdownDeviation.Rd
man/DrawdownPeak.Rd
man/ES.Rd
man/FamaBeta.Rd
man/Frequency.Rd
man/HurstIndex.Rd
man/InformationRatio.Rd
man/Kappa.Rd
man/KellyRatio.Rd
man/M2Sortino.Rd
man/MSquared.Rd
man/MSquaredExcess.Rd
man/MarketTiming.Rd
man/MartinRatio.Rd
man/MeanAbsoluteDeviation.Rd
man/Modigliani.Rd
man/NetSelectivity.Rd
man/Omega.Rd
man/OmegaExcessReturn.Rd
man/OmegaSharpeRatio.Rd
man/PainIndex.Rd
man/PainRatio.Rd
man/PerformanceAnalytics-package.Rd
man/ProspectRatio.Rd
man/Return.Geltner.Rd
man/Return.annualized.Rd
man/Return.annualized.excess.Rd
man/Return.calculate.Rd
man/Return.clean.Rd
man/Return.cumulative.Rd
man/Return.excess.Rd
man/Return.portfolio.Rd
man/Return.read.Rd
man/Return.relative.Rd
man/Selectivity.Rd
man/SharpeRatio.Rd
man/SharpeRatio.annualized.Rd
man/SkewnessKurtosisRatio.Rd
man/SmoothingIndex.Rd
man/SortinoRatio.Rd
man/SpecificRisk.Rd
man/StdDev.Rd
man/StdDev.annualized.Rd
man/SystematicRisk.Rd
man/TotalRisk.Rd
man/TrackingError.Rd
man/TreynorRatio.Rd
man/UlcerIndex.Rd
man/UpDownRatios.Rd
man/UpsideFrequency.Rd
man/UpsidePotentialRatio.Rd
man/UpsideRisk.Rd
man/VaR.Rd
man/VolatilitySkewness.Rd
man/apply.fromstart.Rd
man/apply.rolling.Rd
man/centeredmoments.Rd
man/chart.ACF.Rd
man/chart.Bar.Rd
man/chart.BarVaR.Rd
man/chart.Boxplot.Rd
man/chart.CaptureRatios.Rd
man/chart.Correlation.Rd
man/chart.CumReturns.Rd
man/chart.Drawdown.Rd
man/chart.ECDF.Rd
man/chart.Events.Rd
man/chart.Histogram.Rd
man/chart.QQPlot.Rd
man/chart.Regression.Rd
man/chart.RelativePerformance.Rd
man/chart.RiskReturnScatter.Rd
man/chart.RollingCorrelation.Rd
man/chart.RollingMean.Rd
man/chart.RollingPerformance.Rd
man/chart.RollingRegression.Rd
man/chart.Scatter.Rd
man/chart.SnailTrail.Rd
man/chart.StackedBar.Rd
man/chart.TimeSeries.Rd
man/chart.VaRSensitivity.Rd
man/charts.PerformanceSummary.Rd
man/charts.RollingPerformance.Rd
man/checkData.Rd
man/clean.boudt.Rd
man/edhec.Rd
man/findDrawdowns.Rd
man/kurtosis.Rd
man/legend.Rd
man/lpm.Rd
man/managers.Rd
man/maxDrawdown.Rd
man/mean.geometric.Rd
man/portfolio_bacon.Rd
man/prices.Rd
man/skewness.Rd
man/sortDrawdowns.Rd
man/table.AnnualizedReturns.Rd
man/table.Arbitrary.Rd
man/table.Autocorrelation.Rd
man/table.CAPM.Rd
man/table.CalendarReturns.Rd
man/table.CaptureRatios.Rd
man/table.Correlation.Rd
man/table.Distributions.Rd
man/table.DownsideRisk.Rd
man/table.DownsideRiskRatio.Rd
man/table.Drawdowns.Rd
man/table.DrawdownsRatio.Rd
man/table.HigherMoments.Rd
man/table.InformationRatio.Rd
man/table.MonthlyReturns.Rd
man/table.RollingPeriods.Rd
man/table.SpecificRisk.Rd
man/table.Variability.Rd
man/textplot.Rd
man/weights.Rd
man/zerofill.Rd
sandbox/Benford.R
sandbox/PAenhance/R/chart.Boxplot.R
sandbox/PAenhance/R/chart.QQplot.R
sandbox/PAenhance/inst/PA-KirkLi.Rnw
sandbox/PAenhance/inst/PA-KirkLi.pdf
sandbox/PAenhance/man/chart.Boxplot.Rd
sandbox/PAenhance/man/chart.QQPlot.Rd
sandbox/Return.wealthindex.R
sandbox/Shubhankit/noniid.sm/.Rbuildignore
sandbox/Shubhankit/noniid.sm/DESCRIPTION
sandbox/Shubhankit/noniid.sm/NAMESPACE
sandbox/Shubhankit/noniid.sm/R/ACStdDev.annualized.R
sandbox/Shubhankit/noniid.sm/R/CDrawdown.R
sandbox/Shubhankit/noniid.sm/R/CalmarRatio.Norm.R
sandbox/Shubhankit/noniid.sm/R/EmaxDDGBM.R
sandbox/Shubhankit/noniid.sm/R/GLMSmoothIndex.R
sandbox/Shubhankit/noniid.sm/R/LoSharpe.R
sandbox/Shubhankit/noniid.sm/R/QP.Norm.R
sandbox/Shubhankit/noniid.sm/R/Return.GLM.R
sandbox/Shubhankit/noniid.sm/R/Return.Okunev.R
sandbox/Shubhankit/noniid.sm/R/SterlingRatio.Norm.R
sandbox/Shubhankit/noniid.sm/R/UnsmoothReturn.R
sandbox/Shubhankit/noniid.sm/R/chart.AcarSim.R
sandbox/Shubhankit/noniid.sm/R/chart.Autocorrelation.R
sandbox/Shubhankit/noniid.sm/R/glmi.R
sandbox/Shubhankit/noniid.sm/R/lmi.R
sandbox/Shubhankit/noniid.sm/R/na.skip.R
sandbox/Shubhankit/noniid.sm/R/noniid.sm-internal.R
sandbox/Shubhankit/noniid.sm/R/se.LoSharpe.R
sandbox/Shubhankit/noniid.sm/R/table.ComparitiveReturn.GLM.R
sandbox/Shubhankit/noniid.sm/R/table.EMaxDDGBM.R
sandbox/Shubhankit/noniid.sm/R/table.Sharpe.R
sandbox/Shubhankit/noniid.sm/R/table.UnsmoothReturn.R
sandbox/Shubhankit/noniid.sm/R/table.normDD.R
sandbox/Shubhankit/noniid.sm/man/ACStdDev.annualized.Rd
sandbox/Shubhankit/noniid.sm/man/AcarSim.Rd
sandbox/Shubhankit/noniid.sm/man/CalmarRatio.Norm.Rd
sandbox/Shubhankit/noniid.sm/man/Cdrawdown.Rd
sandbox/Shubhankit/noniid.sm/man/EMaxDDGBM.Rd
sandbox/Shubhankit/noniid.sm/man/GLMSmoothIndex.Rd
sandbox/Shubhankit/noniid.sm/man/LoSharpe.Rd
sandbox/Shubhankit/noniid.sm/man/QP.Norm.Rd
sandbox/Shubhankit/noniid.sm/man/Return.GLM.Rd
sandbox/Shubhankit/noniid.sm/man/Return.Okunev.Rd
sandbox/Shubhankit/noniid.sm/man/SterlingRatio.Norm.Rd
sandbox/Shubhankit/noniid.sm/man/UnSmoothReturn.Rd
sandbox/Shubhankit/noniid.sm/man/chart.AcarSim.Rd
sandbox/Shubhankit/noniid.sm/man/chart.Autocorrelation.Rd
sandbox/Shubhankit/noniid.sm/man/glmi.Rd
sandbox/Shubhankit/noniid.sm/man/lmi.Rd
sandbox/Shubhankit/noniid.sm/man/se.LoSharpe.Rd
sandbox/Shubhankit/noniid.sm/man/table.ComparitiveReturn.GLM.Rd
sandbox/Shubhankit/noniid.sm/man/table.EMaxDDGBM.Rd
sandbox/Shubhankit/noniid.sm/man/table.Sharpe.Rd
sandbox/Shubhankit/noniid.sm/man/table.UnsmoothReturn.Rd
sandbox/Shubhankit/noniid.sm/man/table.normDD.Rd
sandbox/Shubhankit/noniid.sm/noniid.sm.Rproj
sandbox/Shubhankit/noniid.sm/tests/Examples/noniid.sm-Ex.R
sandbox/Shubhankit/noniid.sm/tests/Examples/noniid.sm-Ex.Rout
sandbox/Shubhankit/noniid.sm/tests/Examples/noniid.sm-Ex.pdf
sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-ACFSTDEV.pdf
sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-ACFSTDEV.rnw
sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-ConditionalDrawdown.Rnw
sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-ConditionalDrawdown.pdf
sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-EmaxDDGBM.Rnw
sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-EmaxDDGBM.pdf
sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-GLMReturn.Rnw
sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-GLMReturn.pdf
sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-GLMSmoothIndex.Rnw
sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-GLMSmoothIndex.pdf
sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-LoSharpeRatio.Rnw
sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-LoSharpeRatio.pdf
sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-Managers.Rnw
sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-Managers.pdf
sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-NormCalmar-Sterling.pdf
sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-NormCalmar-Sterling.rnw
sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-OWReturn.Rnw
sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-OWReturn.pdf
sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-OkunevWhite.Rnw
sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-OkunevWhite.pdf
sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-ShaneAcarMaxLoss.Rnw
sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-ShaneAcarMaxLoss.pdf
sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-UnSmoothReturnAnalysis.Rnw
sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-UnSmoothReturnAnalysis.pdf
sandbox/Shubhankit/noniid.sm_0.1.zip
sandbox/Shubhankit/sandbox/Week6-7/Code/Covariance Matrix Integrated Regression Function/glmi.R
sandbox/Shubhankit/sandbox/Week6-7/Code/Covariance Matrix Integrated Regression Function/lmi.R
sandbox/Shubhankit/sandbox/Week6-7/Code/Covariance Matrix Integrated Regression Function/nlsi.R
sandbox/Shubhankit/sandbox/Week6-7/Code/Data/Investment.csv
sandbox/Shubhankit/sandbox/Week6-7/Code/Data/PublicSchools.csv
sandbox/Shubhankit/sandbox/Week6-7/Code/Data/RealInt.csv
sandbox/Shubhankit/sandbox/Week6-7/Code/Data/ps.csv
sandbox/Shubhankit/sandbox/Week6-7/Code/Equivalent Matlab Code/NWmissings.m
sandbox/Shubhankit/sandbox/Week6-7/Code/Equivalent Matlab Code/effort.dat
sandbox/Shubhankit/sandbox/Week6-7/Code/Equivalent Matlab Code/nwse.m
sandbox/Shubhankit/sandbox/Week6-7/Code/Equivalent Matlab Code/regstats2.m
sandbox/Shubhankit/sandbox/Week6-7/Code/Equivalent Matlab Code/sim_NWmissings.m
sandbox/Shubhankit/sandbox/Week6-7/Code/Tests/Cross Sectional Data.R
sandbox/Shubhankit/sandbox/Week6-7/Code/Tests/HAC Data.R
sandbox/Shubhankit/sandbox/Week6-7/Code/Tests/Tests.R
sandbox/Shubhankit/sandbox/Week6-7/Code/Tests/Time Series Data.R
sandbox/Shubhankit/sandbox/Week6-7/Literature/Thumbs.db
sandbox/Shubhankit/sandbox/Week6-7/Literature/Zelisis.pdf
sandbox/Shubhankit/sandbox/Week6-7/Literature/sandwich-OOP.pdf
sandbox/Shubhankit/sandbox/Week6-7/Vignette/HACintegrated-hac-kweights.pdf
sandbox/Shubhankit/sandbox/Week6-7/Vignette/HACintegrated-hac-plot.pdf
sandbox/Shubhankit/sandbox/Week6-7/Vignette/HACintegrated-hc-plot.pdf
sandbox/Shubhankit/sandbox/Week6-7/Vignette/HACintegrated.Rnw
sandbox/Shubhankit/sandbox/Week6-7/Vignette/HACintegrated.log
sandbox/Shubhankit/sandbox/Week6-7/Vignette/HACintegrated.tex
sandbox/Shubhankit/sandbox/Week6-7/Vignette/Test_Report.Rnw
sandbox/Shubhankit/sandbox/Week6-7/Vignette/Test_Report.pdf
sandbox/Shubhankit/sandbox/Week6-7/lmi.R
sandbox/Shubhankit/sandbox/vignettes/ACFSTDEV.rnw
sandbox/Shubhankit/sandbox/vignettes/AcarSim.R
sandbox/Shubhankit/sandbox/vignettes/Cheklov.CDDOpt.Rnw
sandbox/Shubhankit/sandbox/vignettes/Commodity.Rnw
sandbox/Shubhankit/sandbox/vignettes/CommodityReport.Rnw
sandbox/Shubhankit/sandbox/vignettes/Commodity_ResearchReport.Rnw
sandbox/Shubhankit/sandbox/vignettes/ConditionalDrawdown.Rnw
sandbox/Shubhankit/sandbox/vignettes/GLMReturn.Rnw
sandbox/Shubhankit/sandbox/vignettes/GLMSmoothIndex.Rnw
sandbox/Shubhankit/sandbox/vignettes/LoSharpe.Rnw
sandbox/Shubhankit/sandbox/vignettes/Managers.Rnw
sandbox/Shubhankit/sandbox/vignettes/Managers.pdf
sandbox/Shubhankit/sandbox/vignettes/MaximumLoss.Rnw
sandbox/Shubhankit/sandbox/vignettes/NormCalmar.rnw
sandbox/Shubhankit/sandbox/vignettes/OkunevWhite.Rnw
sandbox/Shubhankit/sandbox/vignettes/ShaneAcarMaxLoss.Rnw
sandbox/fPerformance/DESCRIPTION
sandbox/fPerformance/R/perf-Data.R
sandbox/fPerformance/R/perf-DownsideRisk.R
sandbox/fPerformance/R/perf-Drawdown.R
sandbox/fPerformance/R/perf-RegressionAnalysis.R
sandbox/fPerformance/R/perf-RelativeRisk.R
sandbox/fPerformance/R/perf-ReturnDisributions.R
sandbox/fPerformance/R/perf-Returns.R
sandbox/fPerformance/R/perf-Risk.R
sandbox/fPerformance/R/perf-RiskAdjusted.R
sandbox/fPerformance/R/perf-Tables.R
sandbox/fPerformance/R/perf-ValueAtRisk.R
sandbox/fPerformance/man/perfAdjustedMeasures.Rd
sandbox/fPerformance/man/perfDistributionMeasures.Rd
sandbox/fPerformance/man/perfDownsideMeasures.Rd
sandbox/fPerformance/man/perfDrawdownMeasures.Rd
sandbox/fPerformance/man/perfRegressionMeasures.Rd
sandbox/fPerformance/man/perfRelativeMeasures.Rd
sandbox/fPerformance/man/perfVaRMeasures.Rd
sandbox/fPerformance/man/returns.Rd
sandbox/fPerformance/man/tables.Rd
sandbox/pulkit/.Rbuildignore
sandbox/pulkit/DESCRIPTION
sandbox/pulkit/NAMESPACE
sandbox/pulkit/R/BenchmarkPlots.R
sandbox/pulkit/R/BenchmarkSR.R
sandbox/pulkit/R/CDaRMultipath.R
sandbox/pulkit/R/CdaR.R
sandbox/pulkit/R/DrawdownBeta.R
sandbox/pulkit/R/DrawdownBetaMulti.R
sandbox/pulkit/R/Drawdownalpha.R
sandbox/pulkit/R/EDDCOPS.R
sandbox/pulkit/R/Edd.R
sandbox/pulkit/R/ExtremeDrawdown.R
sandbox/pulkit/R/GoldenSection.R
sandbox/pulkit/R/MaxDD.R
sandbox/pulkit/R/MinTRL.R
sandbox/pulkit/R/MonteSimulTriplePenance.R
sandbox/pulkit/R/PSRopt.R
sandbox/pulkit/R/Penance.R
sandbox/pulkit/R/ProbSharpeRatio.R
sandbox/pulkit/R/REDDCOPS.R
sandbox/pulkit/R/REM.R
sandbox/pulkit/R/SRIndifferenceCurve.R
sandbox/pulkit/R/TriplePenance.R
sandbox/pulkit/R/TuW.R
sandbox/pulkit/R/capm_aorda.R
sandbox/pulkit/R/chart.Penance.R
sandbox/pulkit/R/chart.REDD.R
sandbox/pulkit/R/chart.SharpeEfficient.R
sandbox/pulkit/R/gpdmle.R
sandbox/pulkit/R/na.skip.R
sandbox/pulkit/R/psr_python.R
sandbox/pulkit/R/redd.R
sandbox/pulkit/R/ret.R
sandbox/pulkit/R/table.PSR.R
sandbox/pulkit/R/table.Penance.R
sandbox/pulkit/data/capm_aorda.csv
sandbox/pulkit/data/psr_python.csv
sandbox/pulkit/data/ret.csv
sandbox/pulkit/inst/doc/ProbSharpe.Rnw
sandbox/pulkit/inst/doc/ProbSharpe.pdf
sandbox/pulkit/man/AlphaDrawdown.Rd
sandbox/pulkit/man/BenchmarkSR.Rd
sandbox/pulkit/man/BetaDrawdown.Rd
sandbox/pulkit/man/CDaR.Rd
sandbox/pulkit/man/CdarMultiPath.Rd
sandbox/pulkit/man/DrawdownGPD.Rd
sandbox/pulkit/man/EDDCOPS.Rd
sandbox/pulkit/man/EconomicDrawdown.Rd
sandbox/pulkit/man/MaxDD.Rd
sandbox/pulkit/man/MinTrackRecord.Rd
sandbox/pulkit/man/MonteSimulTriplePenance.Rd
sandbox/pulkit/man/MultiBetaDrawdown.Rd
sandbox/pulkit/man/Penance.Rd
sandbox/pulkit/man/ProbSharpeRatio.Rd
sandbox/pulkit/man/PsrPortfolio.Rd
sandbox/pulkit/man/REDDCOPS.Rd
sandbox/pulkit/man/TuW.Rd
sandbox/pulkit/man/capm_aorda.Rd
sandbox/pulkit/man/chart.BenchmarkSR.Rd
sandbox/pulkit/man/chart.Penance.Rd
sandbox/pulkit/man/chart.REDD.Rd
sandbox/pulkit/man/chart.SRIndifference.Rd
sandbox/pulkit/man/golden_section.Rd
sandbox/pulkit/man/psr_python.Rd
sandbox/pulkit/man/ret.Rd
sandbox/pulkit/man/rollDrawdown.Rd
sandbox/pulkit/man/rollEconomicMax.Rd
sandbox/pulkit/man/table.PSR.Rd
sandbox/pulkit/man/table.Penance.Rd
sandbox/pulkit/src/gpd.c
sandbox/pulkit/src/moment.c
sandbox/pulkit/week1/code/PSR.py
sandbox/pulkit/week1/code/PSROpt.py
sandbox/pulkit/week1/tests/SEF.tests.R
sandbox/pulkit/week1/vignette/ProbSharpe.pdf
sandbox/pulkit/week2/tests/test_SharpeIndifference.R
sandbox/pulkit/week3_4/code/DD2.py
sandbox/pulkit/week3_4/code/DD3.py
sandbox/pulkit/week3_4/code/run.py
sandbox/pulkit/week3_4/tests/tests.TriplePenance.R
sandbox/pulkit/week3_4/vignette/TriplePenance.pdf
sandbox/pulkit/week5/REDDCOPS.pdf
sandbox/pulkit/week5/returns.csv
sandbox/pulkit/week7/ExtremeDrawdown.R
sandbox/pulkit/week7/gpdmle.R
sandbox/refactored.Portfolio.rebalancing.R
sandbox/test_Return.rebalancing.R
tests/Examples/PerformanceAnalytics-Ex.Rout.save
vignettes/PA-Bacon.Rnw
vignettes/PA-Bacon.pdf
vignettes/PA-charts.Rnw
vignettes/PA-charts.pdf
vignettes/PerformanceAnalyticsChartsPresentation-Meielisalp-2007.Rnw
vignettes/PerformanceAnalyticsChartsPresentation-Meielisalp-2007.pdf
vignettes/PerformanceAnalyticsGraphicalExamples.pdf
vignettes/PerformanceAnalyticsPresentation-UseR-2007.Rnw
vignettes/PerformanceAnalyticsPresentation-UseR-2007.pdf
vignettes/Rlogo.jpg
vignettes/textplotPresentation-CRUG-2011.Rnw
vignettes/textplotPresentation-CRUG-2011.pdf
